I've read that to link tke mkl (when usin the Intel Compiler integated with VS 2010) one has to set Project>Properties>Fortran>Libraries>Use Intel Math Kernel Library to Parallel or Sequential. And so I did, but when I hit bulid an error occures:

please look at the article "Creating, Configuring, and Running Intel® Visual FORTRAN projects in Microsoft* Visual Studio* to build Intel® MKL application"
it should helps to see how you can builf application with fortran.f90.